Kafirin-based fish oil nanocapsules were successfully obtained by using electrospraying technique. A kafirin isolate containing mostly α-kafirins, but also γ- and β-kafirins, was used as shell material. Electrospraying solutions with 10 wt% kafirin and fish oil (20 wt% with respect to kafirin) led to the production of nanocapsules (552 and 861 nm) when electrosprayed at 20–25 kV voltage with flow rates ranging from 0.5 to 1 mL/h. Neither the flow rate nor the voltage had a significant effect (p > 0.05) on the average diameter of the kafirin electrosprayed capsules loaded with fish oil. The encapsulation efficiency of the nanocapsules was up to 94.0 ± 2.5%, indicating that most of the fish oil was encapsulated within the kafirin shell. These results suggest the feasibility of obtaining kafirin-based capsules for the encapsulation of fish oil by electrospraying. This will open up new possibilities for kafirin as hydrophobic shell material for the production of fish oil encapsulates, which can be applied to the fortification with ω−3 fatty acids of food matrices.